CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0324 |
1.0392 |
0.0068 |
0.7% |
1.0284 |
| High |
1.0377 |
1.0410 |
0.0033 |
0.3% |
1.0377 |
| Low |
1.0324 |
1.0373 |
0.0049 |
0.5% |
1.0230 |
| Close |
1.0373 |
1.0407 |
0.0034 |
0.3% |
1.0373 |
| Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0147 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
17 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0494 |
1.0427 |
|
| R3 |
1.0471 |
1.0457 |
1.0417 |
|
| R2 |
1.0434 |
1.0434 |
1.0414 |
|
| R1 |
1.0420 |
1.0420 |
1.0410 |
1.0427 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0400 |
| S1 |
1.0383 |
1.0383 |
1.0404 |
1.0390 |
| S2 |
1.0360 |
1.0360 |
1.0400 |
|
| S3 |
1.0323 |
1.0346 |
1.0397 |
|
| S4 |
1.0286 |
1.0309 |
1.0387 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0717 |
1.0454 |
|
| R3 |
1.0621 |
1.0570 |
1.0413 |
|
| R2 |
1.0474 |
1.0474 |
1.0400 |
|
| R1 |
1.0423 |
1.0423 |
1.0386 |
1.0449 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0339 |
| S1 |
1.0276 |
1.0276 |
1.0360 |
1.0302 |
| S2 |
1.0180 |
1.0180 |
1.0346 |
|
| S3 |
1.0033 |
1.0129 |
1.0333 |
|
| S4 |
0.9886 |
0.9982 |
1.0292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0567 |
|
2.618 |
1.0507 |
|
1.618 |
1.0470 |
|
1.000 |
1.0447 |
|
0.618 |
1.0433 |
|
HIGH |
1.0410 |
|
0.618 |
1.0396 |
|
0.500 |
1.0392 |
|
0.382 |
1.0387 |
|
LOW |
1.0373 |
|
0.618 |
1.0350 |
|
1.000 |
1.0336 |
|
1.618 |
1.0313 |
|
2.618 |
1.0276 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0402 |
1.0390 |
| PP |
1.0397 |
1.0372 |
| S1 |
1.0392 |
1.0355 |
|